Roast them! Prep as usual (trim, etc.) Place each on a square of foil. Drizzle with olive oil, lemon, and if you like, stick a clove of garlic inside. Close up foil and roast at 425 for about an hour, depending on size.

Thanks, everyone - I wound up using a grill pan and they came out great. I appreciate your suggestions.
We barbecue with charcoal, And the spare the air alert says that burning anything outside is not allowed. I'm pretty sure that includes charcoal, but I will investigate further.
Kayfhg